Drying is one of the most important processes to prepare the hollow polystyrene (PS) shells which meet the requirements for the inertial confined fusion experiments. A tracing experiment was taken by white light interferometer to explore the drying process. The results indicate that the inner water drop passed through the PS shells with the state of water stream molecule. During the experiment, three structures were observed by digital microscope: the structure of craze, mixture of craze and cracks, and cracks. With ongoing drying, the decrease in the interfacial energy was regarded as the inducing factor for the formation of craze, while the residual stress inside the PS shells was the primary cause. Once the craze formed, it not only reduced the strength of the PS shells but also served as the stress concentration point. In the function of adequate time and stress, the voids of craze would coalesce resulting in the cracks formation. High-temperature treatment to the PS shells at 75°C for 3 h was taken to eliminate the residual stress so that the integrated PS shells would be produced. In addition, the comparison of surface roughness between all of the drying conditions is discussed.